+44.6%
COP vs MDY
+17.9%
+26.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.0% |
| 7D | +3.0% | +0.1% | +2.9% | +3.1% |
| 30D | +17.5% | -1.5% | +19.0% | +17.1% |
| 3M | +13.4% | +0.8% | +12.6% | +13.7% |
| 6M | +17.7% | +7.4% | +10.3% | +19.3% |
| YTD | +46.6% | +15.2% | +31.4% | +42.4% |
| 1Y | +44.6% | +16.5% | +28.1% | +39.5% |
| All | +44.6% | +17.9% | +26.7% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling